Prueba de HEGY en R: Una guía
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Franses, Philip Hans, 1991.
"Seasonality, non-stationarity and the forecasting of monthly time series,"
International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
- Franses, P. H., 1990. "Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series," Econometric Institute Archives 272481, Erasmus University Rotterdam.
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration,"
Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal Integration And Cointegration," Papers 0-88-2, Pennsylvania State - Department of Economics.
- Engle, R. F. & Granger, C. W. J. & Hallman, J. J., 1989. "Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting," Journal of Econometrics, Elsevier, vol. 40(1), pages 45-62, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Alonso Cifuentes, Julio César & Arcila Vásquez, Andrés Mauricio & Montenegro Arana, Sebastián, 2016. "Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 105-126, December.
- Julio César Alonso Cifuentes & Andrés Mauricio Arcila Vásquez & Sebastián Montenegro Arana, 2017. "Internal price stabilization tools in the Colombian sugar market: Do they work?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 105-126, Enero - J.
- Julio César Alonso & Andrés Mauricio Arcila, 2013. "Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar," Estudios Gerenciales, Universidad Icesi, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Roberto Martínez-Espiñeira, 2007.
"An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 10(1), pages 161-184, May.
- Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others 0410002, University Library of Munich, Germany.
- Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006.
- Olivier Darné & Claude Diebolt, 2002. "A Note on Seasonal Unit Root Tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 36(3), pages 305-310, August.
- Darne, Olivier, 2004. "Seasonal cointegration for monthly data," Economics Letters, Elsevier, vol. 82(3), pages 349-356, March.
- Paulo Rodrigues & Philip Hans Franses, 2005.
"A sequential approach to testing seasonal unit roots in high frequency data,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 555-569.
- Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers EI 2003-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
- Hans Franses, Philip & Koehler, Anne B., 1998. "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, vol. 14(3), pages 405-414, September.
- jose ramos pires manso, 2004. "Economical Versus Political Cycles In An Iberian Manufacturing Sector," Industrial Organization 0404003, University Library of Munich, Germany.
- Beenstock, Michael & Reingewertz, Yaniv & Paldor, Nathan, 2016. "Testing the historic tracking of climate models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1234-1246.
- Guy Melard & Jean-Michel Pasteels, 1998. "User's manual of Time Series Expert: TSE version 2.3," ULB Institutional Repository 2013/14082, ULB -- Universite Libre de Bruxelles.
- Granger, C. W. J. & Siklos, Pierre L., 1995.
"Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence,"
Journal of Econometrics, Elsevier, vol. 66(1-2), pages 357-369.
- Granger, C.W.J. & Siklos, P.L., 1993. "Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence," Working Papers 93001, Wilfrid Laurier University, Department of Economics.
- Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data,"
Journal of Econometrics, Elsevier, vol. 55(1-2), pages 305-328.
- J. Joseph Beaulieu & Jeffrey A. Miron, 1992. "Seasonal Unit Roots in Aggregate U.S. Data," NBER Technical Working Papers 0126, National Bureau of Economic Research, Inc.
- Zanias, George P., 1999. "Seasonality and spatial integration in agricultural (product) markets," Agricultural Economics, Blackwell, vol. 20(3), pages 253-262, May.
- Sørensen, Nils Karl, 2002. "Modelling and seasonal forecasting of monthly hotel nights in Denmark," ERSA conference papers ersa02p114, European Regional Science Association.
- Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
- Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008.
"Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence,"
The Warwick Economics Research Paper Series (TWERPS)
865, University of Warwick, Department of Economics.
- Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," Economic Research Papers 269863, University of Warwick - Department of Economics.
- Pami Dua & Lokendra Kumawat, 2005.
"Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series,"
Working papers
136, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
- Albertson, Kevin & Aylen, Jonathan, 1996. "Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap," International Journal of Forecasting, Elsevier, vol. 12(3), pages 345-359, September.
- Voges, Michelle & Sibbertsen, Philipp, 2021. "Cyclical fractional cointegration," Econometrics and Statistics, Elsevier, vol. 19(C), pages 114-129.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008.
"Tourism in the Canary Islands: forecasting using several seasonal time series models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
- Juncal Cuñado & Luis A. Gil-Alaña, 2007. "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra.
- Arnade, Carlos & Pick, Daniel, 1998.
"Seasonality and unit roots: the demand for fruits,"
Agricultural Economics, Blackwell, vol. 18(1), pages 53-62, January.
- Carlos Arnade & Daniel Pick, 1998. "Seasonality and unit roots: the demand for fruits," Agricultural Economics, International Association of Agricultural Economists, vol. 18(1), pages 53-62, January.
More about this item
Keywords
Raíz unitaria; estacionalidad; estacionariedad; series de tiempo; HEGY.;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000131:009098. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Coordinador ICESI (email available below). General contact details of provider: https://edirc.repec.org/data/deiceco.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.